This is a preview. Log in through your library . Abstract We suggest moment estimators for the parameters of a continuous time GARCH(1,1) process based on equally spaced observations. Using the fact ...

This paper studies large deviation properties of the generalised method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data ...

Relatedness between individuals is central to ecological genetics. Multiple methods are available to quantify relatedness from molecular data, including method-of-moment and maximum-likelihood ...

In credit risk modeling, method-of-moment approaches are popular for estimating latent asset return correlations within and between rating buckets. However, the autocorrelation often present in time ...